@quantform/core 0.3.253 → 0.3.257

package/dist/store/store.d.ts

@@ -1,35 +1,38 @@
 import { Observable } from 'rxjs';
-import { State } from './store.state';
+import { State, StateChangeTracker } from './store.state';
 import { Component } from '../domain';
 import { StoreEvent } from './event/store.event';
 import { Topic } from '../shared/topic';
 import { TradePatchEvent } from './event/store-trade.event';
 import { BalanceFreezEvent, BalancePatchEvent, BalanceTransactEvent, BalanceUnfreezEvent, CandleEvent, InstrumentPatchEvent, InstrumentSubscriptionEvent, OrderbookPatchEvent, OrderCanceledEvent, OrderCancelFailedEvent, OrderCancelingEvent, OrderFilledEvent, OrderLoadEvent, OrderNewEvent, OrderPendingEvent, OrderRejectedEvent, PositionLoadEvent, PositionPatchEvent } from './event';
-export declare class Store extends Topic<StoreEvent, any> {
+export declare class Store extends Topic<StoreEvent, any> implements StateChangeTracker {
+    private readonly pendingChanges;
     private readonly changes;
     private readonly state;
     get state$(): Observable<State>;
     get changes$(): Observable<Component>;
     get snapshot(): State;
     dispatch(...events: StoreEvent[]): void;
+    commit(component: Component): void;
+    commitPendingChanges(): void;
     dispose(): void;
-    onInstrumentPatch(event: InstrumentPatchEvent): import("../domain").Instrument;
-    onInstrumentSubscription(event: InstrumentSubscriptionEvent): import("../domain").Instrument;
-    onBalancePatch(event: BalancePatchEvent): import("../domain").Balance;
-    onBalanceTransact(event: BalanceTransactEvent): import("../domain").Balance;
-    onBalanceFreez(event: BalanceFreezEvent): import("../domain").Balance;
-    onBalanceUnfreez(event: BalanceUnfreezEvent): import("../domain").Balance;
-    onOrderLoad(event: OrderLoadEvent): import("../domain").Order;
-    onOrderNew(event: OrderNewEvent): import("../domain").Order;
-    onOrderPending(event: OrderPendingEvent): import("../domain").Order;
-    onOrderFilled(event: OrderFilledEvent): import("../domain").Order;
-    onOrderCanceling(event: OrderCancelingEvent): import("../domain").Order;
-    onOrderCanceled(event: OrderCanceledEvent): import("../domain").Order;
-    onOrderCancelFailed(event: OrderCancelFailedEvent): import("../domain").Order;
-    onOrderRejected(event: OrderRejectedEvent): import("../domain").Order;
-    onOrderbookPatch(event: OrderbookPatchEvent): import("../domain").Orderbook;
+    onInstrumentPatch(event: InstrumentPatchEvent): void;
+    onInstrumentSubscription(event: InstrumentSubscriptionEvent): void;
+    onBalancePatch(event: BalancePatchEvent): void;
+    onBalanceTransact(event: BalanceTransactEvent): void;
+    onBalanceFreez(event: BalanceFreezEvent): void;
+    onBalanceUnfreez(event: BalanceUnfreezEvent): void;
+    onOrderLoad(event: OrderLoadEvent): void;
+    onOrderNew(event: OrderNewEvent): void;
+    onOrderPending(event: OrderPendingEvent): void;
+    onOrderFilled(event: OrderFilledEvent): void;
+    onOrderCanceling(event: OrderCancelingEvent): void;
+    onOrderCanceled(event: OrderCanceledEvent): void;
+    onOrderCancelFailed(event: OrderCancelFailedEvent): void;
+    onOrderRejected(event: OrderRejectedEvent): void;
+    onOrderbookPatch(event: OrderbookPatchEvent): void;
     onPositionLoad(event: PositionLoadEvent): import("../domain").Position;
-    onPositionPatch(event: PositionPatchEvent): (import("../domain").Position | import("../domain").Balance)[];
-    onTradePatch(event: TradePatchEvent): import("../domain").Trade;
-    onCandle(event: CandleEvent): (import("../domain").Orderbook | import("../domain").Trade)[];
+    onPositionPatch(event: PositionPatchEvent): void;
+    onTradePatch(event: TradePatchEvent): void;
+    onCandle(event: CandleEvent): void;
 }

package/dist/store/store.js

@@ -19,6 +19,7 @@ const event_1 = require("./event");
 class Store extends topic_1.Topic {
     constructor() {
         super(...arguments);
+        this.pendingChanges = new typescript_collections_1.Set();
         this.changes = new rxjs_1.Subject();
         this.state = new rxjs_1.BehaviorSubject(new store_state_1.State());
     }
@@ -32,78 +33,78 @@ class Store extends topic_1.Topic {
         return this.state.value;
     }
     dispatch(...events) {
-        const notifyComponentsChanged = new typescript_collections_1.Set();
         for (const event of events) {
-            const componentOrComponents = super.dispatch(event, {});
-            if (Array.isArray(componentOrComponents)) {
-                componentOrComponents.forEach(it => notifyComponentsChanged.add(it));
-            }
-            else {
-                notifyComponentsChanged.add(componentOrComponents);
-            }
+            super.dispatch(event, {});
         }
-        notifyComponentsChanged.forEach(it => this.changes.next(it));
+        this.commitPendingChanges();
+    }
+    commit(component) {
+        this.pendingChanges.add(component);
+    }
+    commitPendingChanges() {
+        this.pendingChanges.forEach(it => this.changes.next(it));
+        this.pendingChanges.clear();
     }
     dispose() {
         this.state.complete();
         this.changes.complete();
     }
     onInstrumentPatch(event) {
-        return (0, event_1.InstrumentPatchEventHandler)(event, this.snapshot);
+        return (0, event_1.InstrumentPatchEventHandler)(event, this.snapshot, this);
     }
     onInstrumentSubscription(event) {
-        return (0, event_1.InstrumentSubscriptionEventHandler)(event, this.snapshot);
+        return (0, event_1.InstrumentSubscriptionEventHandler)(event, this.snapshot, this);
     }
     onBalancePatch(event) {
-        return (0, event_1.BalancePatchEventHandler)(event, this.snapshot);
+        return (0, event_1.BalancePatchEventHandler)(event, this.snapshot, this);
     }
     onBalanceTransact(event) {
-        return (0, event_1.BalanceTransactEventHandler)(event, this.snapshot);
+        return (0, event_1.BalanceTransactEventHandler)(event, this.snapshot, this);
     }
     onBalanceFreez(event) {
-        return (0, event_1.BalanceFreezEventHandler)(event, this.snapshot);
+        return (0, event_1.BalanceFreezEventHandler)(event, this.snapshot, this);
     }
     onBalanceUnfreez(event) {
-        return (0, event_1.BalanceUnfreezEventHandler)(event, this.snapshot);
+        return (0, event_1.BalanceUnfreezEventHandler)(event, this.snapshot, this);
     }
     onOrderLoad(event) {
-        return (0, event_1.OrderLoadEventHandler)(event, this.snapshot);
+        return (0, event_1.OrderLoadEventHandler)(event, this.snapshot, this);
     }
     onOrderNew(event) {
-        return (0, event_1.OrderNewEventHandler)(event, this.snapshot);
+        return (0, event_1.OrderNewEventHandler)(event, this.snapshot, this);
     }
     onOrderPending(event) {
-        return (0, event_1.OrderPendingEventHandler)(event, this.snapshot);
+        return (0, event_1.OrderPendingEventHandler)(event, this.snapshot, this);
     }
     onOrderFilled(event) {
-        return (0, event_1.OrderFilledEventHandler)(event, this.snapshot);
+        return (0, event_1.OrderFilledEventHandler)(event, this.snapshot, this);
     }
     onOrderCanceling(event) {
-        return (0, event_1.OrderCancelingEventHandler)(event, this.snapshot);
+        return (0, event_1.OrderCancelingEventHandler)(event, this.snapshot, this);
     }
     onOrderCanceled(event) {
-        return (0, event_1.OrderCanceledEventHandler)(event, this.snapshot);
+        return (0, event_1.OrderCanceledEventHandler)(event, this.snapshot, this);
     }
     onOrderCancelFailed(event) {
-        return (0, event_1.OrderCancelFailedEventHandler)(event, this.snapshot);
+        return (0, event_1.OrderCancelFailedEventHandler)(event, this.snapshot, this);
     }
     onOrderRejected(event) {
-        return (0, event_1.OrderRejectedEventHandler)(event, this.snapshot);
+        return (0, event_1.OrderRejectedEventHandler)(event, this.snapshot, this);
     }
     onOrderbookPatch(event) {
-        return (0, event_1.OrderbookPatchEventHandler)(event, this.snapshot);
+        return (0, event_1.OrderbookPatchEventHandler)(event, this.snapshot, this);
     }
     onPositionLoad(event) {
-        return (0, event_1.PositionLoadEventHandler)(event, this.snapshot);
+        return (0, event_1.PositionLoadEventHandler)(event, this.snapshot, this);
     }
     onPositionPatch(event) {
-        return (0, event_1.PositionPatchEventHandler)(event, this.snapshot);
+        return (0, event_1.PositionPatchEventHandler)(event, this.snapshot, this);
     }
     onTradePatch(event) {
-        return (0, store_trade_event_1.TradePatchEventHandler)(event, this.snapshot);
+        return (0, store_trade_event_1.TradePatchEventHandler)(event, this.snapshot, this);
     }
     onCandle(event) {
-        return (0, event_1.CandleEventHandler)(event, this.snapshot);
+        return (0, event_1.CandleEventHandler)(event, this.snapshot, this);
     }
 }
 __decorate([

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@@ -1 +1 @@
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+{"version":3,"file":"store.js","sourceRoot":"","sources":["../../src/store/store.ts"],"names":[],"mappings":";;;;;;;;;;;;AAAA,+BAA4D;AAC5D,+CAA0D;AAE1D,mEAA6C;AAE7C,2CAAiD;AACjD,iEAAoF;AACpF,mCAqCiB;AAEjB,MAAa,KAAM,SAAQ,aAAsB;IAAjD;;QACmB,mBAAc,GAAG,IAAI,4BAAG,EAAa,CAAC;QACtC,YAAO,GAAG,IAAI,cAAO,EAAa,CAAC;QACnC,UAAK,GAAG,IAAI,sBAAe,CAAQ,IAAI,mBAAK,EAAE,CAAC,CAAC;IA2LnE,CAAC;IAzLC,IAAI,MAAM;QACR,OAAO,IAAI,CAAC,KAAK,CAAC,YAAY,EAAE,CAAC;IACnC,CAAC;IAED,IAAI,QAAQ;QACV,OAAO,IAAI,CAAC,OAAO,CAAC,YAAY,EAAE,CAAC;IACrC,CAAC;IAED,IAAI,QAAQ;QACV,OAAO,IAAI,CAAC,KAAK,CAAC,KAAK,CAAC;IAC1B,CAAC;IAED,QAAQ,CAAC,GAAG,MAAoB;QAC9B,KAAK,MAAM,KAAK,IAAI,MAAM,EAAE;YAC1B,KAAK,CAAC,QAAQ,CAAC,KAAK,EAAE,EAAE,CAAC,CAAC;SAC3B;QAED,IAAI,CAAC,oBAAoB,EAAE,CAAC;IAC9B,CAAC;IAED,MAAM,CAAC,SAAoB;QACzB,IAAI,CAAC,cAAc,CAAC,GAAG,CAAC,SAAS,CAAC,CAAC;IACrC,CAAC;IAED,oBAAoB;QAClB,IAAI,CAAC,cAAc,CAAC,OAAO,CAAC,EAAE,CAAC,EAAE,CAAC,IAAI,CAAC,OAAO,CAAC,IAAI,CAAC,EAAE,CAAC,CAAC,CAAC;QACzD,IAAI,CAAC,cAAc,CAAC,KAAK,EAAE,CAAC;IAC9B,CAAC;IAED,OAAO;QACL,IAAI,CAAC,KAAK,CAAC,QAAQ,EAAE,CAAC;QACtB,IAAI,CAAC,OAAO,CAAC,QAAQ,EAAE,CAAC;IAC1B,CAAC;IAMD,iBAAiB,CAAC,KAA2B;QAC3C,OAAO,IAAA,mCAA2B,EAAC,KAAK,EAAE,IAAI,CAAC,QAAQ,EAAE,IAAI,CAAC,CAAC;IACjE,CAAC;IAMD,wBAAwB,CAAC,KAAkC;QACzD,OAAO,IAAA,0CAAkC,EAAC,KAAK,EAAE,IAAI,CAAC,QAAQ,EAAE,IAAI,CAAC,CAAC;IACxE,CAAC;IAMD,cAAc,CAAC,KAAwB;QACrC,OAAO,IAAA,gCAAwB,EAAC,KAAK,EAAE,IAAI,CAAC,QAAQ,EAAE,IAAI,CAAC,CAAC;IAC9D,CAAC;IAMD,iBAAiB,CAAC,KAA2B;QAC3C,OAAO,IAAA,mCAA2B,EAAC,KAAK,EAAE,IAAI,CAAC,QAAQ,EAAE,IAAI,CAAC,CAAC;IACjE,CAAC;IAMD,cAAc,CAAC,KAAwB;QACrC,OAAO,IAAA,gCAAwB,EAAC,KAAK,EAAE,IAAI,CAAC,QAAQ,EAAE,IAAI,CAAC,CAAC;IAC9D,CAAC;IAMD,gBAAgB,CAAC,KAA0B;QACzC,OAAO,IAAA,kCAA0B,EAAC,KAAK,EAAE,IAAI,CAAC,QAAQ,EAAE,IAAI,CAAC,CAAC;IAChE,CAAC;IAMD,WAAW,CAAC,KAAqB;QAC/B,OAAO,IAAA,6BAAqB,EAAC,KAAK,EAAE,IAAI,CAAC,QAAQ,EAAE,IAAI,CAAC,CAAC;IAC3D,CAAC;IAMD,UAAU,CAAC,KAAoB;QAC7B,OAAO,IAAA,4BAAoB,EAAC,KAAK,EAAE,IAAI,CAAC,QAAQ,EAAE,IAAI,CAAC,CAAC;IAC1D,CAAC;IAMD,cAAc,CAAC,KAAwB;QACrC,OAAO,IAAA,gCAAwB,EAAC,KAAK,EAAE,IAAI,CAAC,QAAQ,EAAE,IAAI,CAAC,CAAC;IAC9D,CAAC;IAMD,aAAa,CAAC,KAAuB;QACnC,OAAO,IAAA,+BAAuB,EAAC,KAAK,EAAE,IAAI,CAAC,QAAQ,EAAE,IAAI,CAAC,CAAC;IAC7D,CAAC;IAMD,gBAAgB,CAAC,KAA0B;QACzC,OAAO,IAAA,kCAA0B,EAAC,KAAK,EAAE,IAAI,CAAC,QAAQ,EAAE,IAAI,CAAC,CAAC;IAChE,CAAC;IAMD,eAAe,CAAC,KAAyB;QACvC,OAAO,IAAA,iCAAyB,EAAC,KAAK,EAAE,IAAI,CAAC,QAAQ,EAAE,IAAI,CAAC,CAAC;IAC/D,CAAC;IAMD,mBAAmB,CAAC,KAA6B;QAC/C,OAAO,IAAA,qCAA6B,EAAC,KAAK,EAAE,IAAI,CAAC,QAAQ,EAAE,IAAI,CAAC,CAAC;IACnE,CAAC;IAMD,eAAe,CAAC,KAAyB;QACvC,OAAO,IAAA,iCAAyB,EAAC,KAAK,EAAE,IAAI,CAAC,QAAQ,EAAE,IAAI,CAAC,CAAC;IAC/D,CAAC;IAMD,gBAAgB,CAAC,KAA0B;QACzC,OAAO,IAAA,kCAA0B,EAAC,KAAK,EAAE,IAAI,CAAC,QAAQ,EAAE,IAAI,CAAC,CAAC;IAChE,CAAC;IAMD,cAAc,CAAC,KAAwB;QACrC,OAAO,IAAA,gCAAwB,EAAC,KAAK,EAAE,IAAI,CAAC,QAAQ,EAAE,IAAI,CAAC,CAAC;IAC9D,CAAC;IAMD,eAAe,CAAC,KAAyB;QACvC,OAAO,IAAA,iCAAyB,EAAC,KAAK,EAAE,IAAI,CAAC,QAAQ,EAAE,IAAI,CAAC,CAAC;IAC/D,CAAC;IAMD,YAAY,CAAC,KAAsB;QACjC,OAAO,IAAA,0CAAsB,EAAC,KAAK,EAAE,IAAI,CAAC,QAAQ,EAAE,IAAI,CAAC,CAAC;IAC5D,CAAC;IAMD,QAAQ,CAAC,KAAkB;QACzB,OAAO,IAAA,0BAAkB,EAAC,KAAK,EAAE,IAAI,CAAC,QAAQ,EAAE,IAAI,CAAC,CAAC;IACxD,CAAC;CACF;AAnJC;IADC,IAAA,eAAO,EAAC,4BAAoB,CAAC;;qCACL,4BAAoB;;8CAE5C;AAMD;IADC,IAAA,eAAO,EAAC,mCAA2B,CAAC;;qCACL,mCAA2B;;qDAE1D;AAMD;IADC,IAAA,eAAO,EAAC,yBAAiB,CAAC;;qCACL,yBAAiB;;2CAEtC;AAMD;IADC,IAAA,eAAO,EAAC,4BAAoB,CAAC;;qCACL,4BAAoB;;8CAE5C;AAMD;IADC,IAAA,eAAO,EAAC,yBAAiB,CAAC;;qCACL,yBAAiB;;2CAEtC;AAMD;IADC,IAAA,eAAO,EAAC,2BAAmB,CAAC;;qCACL,2BAAmB;;6CAE1C;AAMD;IADC,IAAA,eAAO,EAAC,sBAAc,CAAC;;qCACL,sBAAc;;wCAEhC;AAMD;IADC,IAAA,eAAO,EAAC,qBAAa,CAAC;;qCACL,qBAAa;;uCAE9B;AAMD;IADC,IAAA,eAAO,EAAC,yBAAiB,CAAC;;qCACL,yBAAiB;;2CAEtC;AAMD;IADC,IAAA,eAAO,EAAC,wBAAgB,CAAC;;qCACL,wBAAgB;;0CAEpC;AAMD;IADC,IAAA,eAAO,EAAC,2BAAmB,CAAC;;qCACL,2BAAmB;;6CAE1C;AAMD;IADC,IAAA,eAAO,EAAC,0BAAkB,CAAC;;qCACL,0BAAkB;;4CAExC;AAMD;IADC,IAAA,eAAO,EAAC,8BAAsB,CAAC;;qCACL,8BAAsB;;gDAEhD;AAMD;IADC,IAAA,eAAO,EAAC,0BAAkB,CAAC;;qCACL,0BAAkB;;4CAExC;AAMD;IADC,IAAA,eAAO,EAAC,2BAAmB,CAAC;;qCACL,2BAAmB;;6CAE1C;AAMD;IADC,IAAA,eAAO,EAAC,yBAAiB,CAAC;;qCACL,yBAAiB;;2CAEtC;AAMD;IADC,IAAA,eAAO,EAAC,0BAAkB,CAAC;;qCACL,0BAAkB;;4CAExC;AAMD;IADC,IAAA,eAAO,EAAC,mCAAe,CAAC;;qCACL,mCAAe;;yCAElC;AAMD;IADC,IAAA,eAAO,EAAC,mBAAW,CAAC;;qCACL,mBAAW;;qCAE1B;AA7LH,sBA8LC"}

package/dist/store/store.state.d.ts

@@ -1,5 +1,9 @@
 import { timestamp } from '../shared';
-import { Instrument, Balance, Order, Orderbook, Asset, Trade, AssetSelector, InstrumentSelector } from '../domain';
+import { Instrument, Balance, Order, Orderbook, Asset, Trade, AssetSelector, InstrumentSelector, Component } from '../domain';
+export interface StateChangeTracker {
+    commit(component: Component): any;
+    commitPendingChanges(): any;
+}
 export declare class State {
     timestamp: timestamp;
     universe: {

package/dist/store/store.state.js.map

@@ -1 +1 @@
-{"version":3,"file":"store.state.js","sourceRoot":"","sources":["../../src/store/store.state.ts"],"names":[],"mappings":";;;AAYA,MAAa,KAAK;IAAlB;QAIE,aAAQ,GAGJ;YACF,KAAK,EAAE,EAAE;YACT,UAAU,EAAE,EAAE;SACf,CAAC;QAEF,iBAAY,GAGR;YACF,KAAK,EAAE,EAAE;YACT,UAAU,EAAE,EAAE;SACf,CAAC;QAEF,UAAK,GAA0B,EAAE,CAAC;QAClC,cAAS,GAA8B,EAAE,CAAC;QAC1C,YAAO,GAA4B,EAAE,CAAC;QAEtC,UAAK,GAKD;YACF,OAAO,EAAE,EAAE;YACX,MAAM,EAAE,EAAE;YACV,QAAQ,EAAE,EAAE;YACZ,QAAQ,EAAE,EAAE;SACb,CAAC;IACJ,CAAC;CAAA;AAnCD,sBAmCC"}
+{"version":3,"file":"store.state.js","sourceRoot":"","sources":["../../src/store/store.state.ts"],"names":[],"mappings":";;;AAkBA,MAAa,KAAK;IAAlB;QAIE,aAAQ,GAGJ;YACF,KAAK,EAAE,EAAE;YACT,UAAU,EAAE,EAAE;SACf,CAAC;QAEF,iBAAY,GAGR;YACF,KAAK,EAAE,EAAE;YACT,UAAU,EAAE,EAAE;SACf,CAAC;QAEF,UAAK,GAA0B,EAAE,CAAC;QAClC,cAAS,GAA8B,EAAE,CAAC;QAC1C,YAAO,GAA4B,EAAE,CAAC;QAEtC,UAAK,GAKD;YACF,OAAO,EAAE,EAAE;YACX,MAAM,EAAE,EAAE;YACV,QAAQ,EAAE,EAAE;YACZ,QAAQ,EAAE,EAAE;SACb,CAAC;IACJ,CAAC;CAAA;AAnCD,sBAmCC"}

package/dist/tests/backtester-adapter.spec.js

@@ -49,7 +49,7 @@ const store = new store_1.Store();
 const feed = new storage_1.Feed(new storage_1.InMemoryStorage());
 describe('backtester adapter tests', () => {
     test('should return proper adapter name and timestamp', () => {
-        const sut = new backtester_adapter_1.BacktesterAdapter(adapter, new backtester_streamer_1.BacktesterStreamer(new shared_1.Worker(), store, feed, {
+        const sut = new backtester_adapter_1.BacktesterAdapter(adapter, new backtester_streamer_1.BacktesterStreamer(store, feed, {
             balance: {
                 ['binance:usdt']: 1000
             },
@@ -60,7 +60,7 @@ describe('backtester adapter tests', () => {
         expect(sut.timestamp()).toEqual(1);
     });
     test('should stream data from input array', done => {
-        const streamer = new backtester_streamer_1.BacktesterStreamer(new shared_1.Worker(), store, feed, {
+        const streamer = new backtester_streamer_1.BacktesterStreamer(store, feed, {
             balance: {
                 ['binance:usdt']: 1000
             },

package/dist/tests/backtester-adapter.spec.js.map

@@ -1 +1 @@
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